Free Trial

Early SOFR/Treasury Option Roundup

US TSYS
Muted overall volumes as desks slowly re-staff following Easter holiday, focus on downside puts so far, fading the bounce in underlying futures:
  • SOFR Options:
    • 2,000 SFRJ3 95.00/95.25 call spds
    • 2,000 OQU3 95.75/96.00 put spds, 4.5 ref 96.92
    • 1,000 SFRK3 94.75/95.00/95.25 put flys
  • Treasury Options:
    • 1,800 TYM3 113 puts, 24 ref 115-29.5
    • 1,500 FVM3 109.25 puts, 36 ref 110-06.25

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.